---
title: "Trading Technologies"
description: "This page explains the default security-level models and markets of the TradingTechnologiesBrokerageModel."
canonical: https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/brokerages/supported-models/trading-technologies
markdown: https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/brokerages/supported-models/trading-technologies.md
language: python
source: https://github.com/QuantConnect/Documentation/tree/master/03%20Writing%20Algorithms/24%20Reality%20Modeling/05%20Brokerages/02%20Supported%20Models/20%20Trading%20Technologies
modified: 2026-10-30
index: https://www.quantconnect.com/llms.txt
---

# Trading Technologies

[Documentation](https://www.quantconnect.com/docs/v2.md) > [Writing Algorithms](https://www.quantconnect.com/docs/v2/writing-algorithms.md) > Reality Modeling > Brokerages > [Supported Models](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/brokerages/supported-models.md) > Trading Technologies

> Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page.

## Introduction

This page explains the `TradingTechnologiesBrokerageModel`, including the asset classes it supports, its default [security-level models](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/key-concepts.md#02-Security-Level-Models), and its default markets.

```python
self.set_brokerage_model(BrokerageName.TRADING_TECHNOLOGIES, AccountType.CASH)
self.set_brokerage_model(BrokerageName.TRADING_TECHNOLOGIES, AccountType.MARGIN)
```

For more information about this model, see the [class reference](https://www.lean.io/docs/v2/lean-engine/class-reference/py/QuantConnect/Brokerages/TradingTechnologiesBrokerageModel/) and [implementation](https://github.com/QuantConnect/Lean/blob/master/Common/Brokerages/TradingTechnologiesBrokerageModel.cs).

## Asset Classes

The `TradingTechnologiesBrokerageModel` supports trading [Futures](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/futures.md).

## Orders

The `TradingTechnologiesBrokerageModel` supports several order types, some `TimeInForce` order properties, and order updates.

### Order Types

The following table describes the available order types for each asset class that the `TradingTechnologiesBrokerageModel` supports:

| Order Type | Futures |
| --- | --- |
| [Market](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-types/market-orders.md) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) |
| [Limit](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-types/limit-orders.md) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) |
| [Stop market](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-types/stop-market-orders.md) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) |
| [Stop limit](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-types/stop-limit-orders.md) | ![green check](https://cdn.quantconnect.com/i/tu/check.png) |

The `TradingTechnologiesBrokerageModel` enforces the following order rules:

- If you are buying (selling) with a `stop_market_order` or a `stop_limit_order`, the stop price of the order must be greater (less) than the current security price.
- If you are buying (selling) with a `stop_limit_order`, the limit price of the order must be greater (less) than the stop price.

### Time In Force

The `TradingTechnologiesBrokerageModel` supports the `DAY` and `GOOD_TIL_CANCELED` [TimeInForce](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-properties.md#03-Time-In-Force) order properties.

```python
def initialize(self) -> None:
    # Set the default order properties
    self.default_order_properties.time_in_force = TimeInForce.GOOD_TIL_CANCELED

def on_data(self, slice: Slice) -> None:
    # Use default order order properties
    self.limit_order(self._symbol, quantity, limit_price)

    # Override the default order properties
    order_properties = OrderProperties()
    order_properties.time_in_force = TimeInForce.DAY
    self.limit_order(self._symbol, quantity, limit_price, order_properties=order_properties)
```

### Updates

The `TradingTechnologiesBrokerageModel` supports [order updates](https://www.quantconnect.com/docs/v2/writing-algorithms/trading-and-orders/order-management/order-tickets.md#04-Update-Orders).

## Fills

The `TradingTechnologiesBrokerageModel` uses the [FutureFillModel](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/trade-fills/supported-models/future-model.md).

## Slippage

The `TradingTechnologiesBrokerageModel` uses the [NullSlippageModel](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/slippage/supported-models.md#02-Null-Model).

## Fees

The `TradingTechnologiesBrokerageModel` uses the [ConstantFeeModel](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/transaction-fees/supported-models.md#02-Constant-Model) with zero fees.

```python
security.set_fee_model(ConstantFeeModel(0))
```

## Buying Power

The `TradingTechnologiesBrokerageModel` uses the `FutureMarginModel`.

## Settlement

The `TradingTechnologiesBrokerageModel` uses the [FutureSettlementModel](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/settlement/supported-models.md#05-Future-Model).

## Margin Interest Rate

The `TradingTechnologiesBrokerageModel` uses the [NullMarginInterestRateModel](https://www.quantconnect.com/docs/v2/writing-algorithms/reality-modeling/margin-interest-rate/supported-models.md#02-Null-Model).

## Default Markets

The default market of the `TradierBrokerageModel` is `Market.CME`.

## Account Currency

The `TradingTechnologiesBrokerageModel` doesn't set a default currency. To change the algorithm's currency from USD to a different currency, see [Set Account Currency](https://www.quantconnect.com/docs/v2/writing-algorithms/initialization.md#03-Set-Account-Currency).